Book Description

A step-by-step guide to credit derivatives
and their application.

Mastering Credit Derivatives provides
comprehensive coverage of this rapidly growing market. It will give
you a clear understanding of what credit derivatives are, as well
as explaining their benefits and risks.

In this fully revised and updated edition,
Andrew Kasapis approaches the derivatives market from a practical
basis, using examples of real market data and trades. He includes
ideas and comments from market practitioners who offer valuable
insights as to the likely direction the industry will take.

The book includes chapters on:

An assessment of the sub-prime crisis and how it has affected
derivatives